Variational principles for conservative and dissipative diffusions
- 15 September 1987
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review D
- Vol. 36 (6) , 1724-1730
- https://doi.org/10.1103/physrevd.36.1724
Abstract
A stochastic variational principle is formulated for the conservative diffusions of stochastic mechanics in terms of the classical action. A suitable class of variations is chosen taking into account the time-reversal invariance of the theory. The resulting equations of motion are the stochastic Euler-Lagrange equations. Moreover a derivation of the Navier-Stokes equation is presented.Keywords
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